Test of random effects with incomplete panel data.
From MaRDI portal
Publication:1427757
DOI10.1016/S0378-4754(03)00107-1zbMath1038.62019MaRDI QIDQ1427757
Publication date: 14 March 2004
Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)
62P20: Applications of statistics to economics
62F03: Parametric hypothesis testing
62F10: Point estimation
62J99: Linear inference, regression
62J10: Analysis of variance and covariance (ANOVA)
Related Items
A moment-based test for individual effects in the error component model with incomplete panels, Statistical inference for the unbalanced two-way error component regression model with errors-in-variables
Cites Work
- LM tests for unit roots in the presence of missing observations: Small sample evidence
- Incomplete panels. A comparative study of alternative estimators for the unbalanced one-way error component regression model
- A lagrange multiplier test for the error components model with incomplete panels
- PARAMETER ESTIMATION OF UNIT ROOT PROCESSES WITH MISSING OBSERVATIONS